2018年-ECB欧洲央行_AnaCredit_Validation_Checks_–_Selected_validation_checks_performed_in_AnaCredit_datasets_–_Version_12_39页_3mb

AnaCredit Validation Checks Summary

Introduction

This document outlines the main set of validation checks used to ensure the quality of data reported to AnaCredit. It is not legally binding but serves as a guide to complement the AnaCredit Reporting Manual and the AnaCredit Regulation. The validation checks are categorized into three types: Referential integrity, Completeness, and Consistency. These checks ensure that data conforms to the AnaCredit data model, is complete, and maintains internal consistency.

The document also notes that the validation checks may not cover all possible business cases and that NCBs may perform additional checks. Furthermore, some checks may be subject to national derogations.

Core Categories of Validation Checks

1. Referential Integrity Checks

These checks ensure that the information reported to AnaCredit is consistent across related datasets. They verify that necessary records exist in the appropriate datasets for each element.

• Purpose: Ensure the integrity of the data reported to AnaCredit and that all associated records are present.
• Triggering: These checks are executed based on the dataset being examined and may have specific qualifiers.
• Examples:
  • RI0030: Ensures a financial record has a corresponding instrument record.
  • RI0040: Ensures a financial record has a corresponding accounting record, executed quarterly.
  • RI0050-RI0070: Ensures that if a financial record exists, there are corresponding counterparty-instrument records for the roles of creditor, debtor, and servicer.
  • RI0090-RI0110: Ensures that instrument, joint liabilities, and counterparty-instrument records have corresponding financial records.
  • RI0120-RI0121: Ensures that joint liabilities records have corresponding counterparty reference records.
  • RI0130: Ensures that instrument-protection records have corresponding financial records.
  • RI0140-RI0160: Ensures that if a counterparty has a head office, immediate parent, or ultimate parent undertaking, corresponding counterparty reference records must exist.
  • RI0180-RI0191: Ensures that counterparty-instrument and counterparty default records have corresponding counterparty reference or protection received records.
  • RI0200-RI0201: Ensures that counterparty risk records have corresponding counterparty reference or counterparty-instrument records.

2. Completeness Checks

These checks ensure that all required attributes are reported for each element, based on the AnaCredit Regulation.

• Subcategories:

  • Counterparty Reference Dataset: Ensures completeness of counterparty reference data.
  • Credit Relevant Datasets: Ensures completeness of data not included in the counterparty reference dataset.

• Key Points:

  • Some attributes may not be required if they are flagged as 'N' in the AnaCredit Regulation's Annex III, unless they are exceptions such as LEI or national identifiers.
  • Completeness checks may be adjusted based on national discretion or derogations.

• Examples:

  • CC0100, CC0110, CC0160, CC0170, CC0180: Removed from counterparty reference dataset checks.
  • CD0060: Included in credit relevant dataset checks.
  • CT0350: Removed as it forms a primary key.
  • CN0380, CN0540, CN0550, CN0829: Removed from consistency checks.
  • CN0852, CN0865, CN0875, CN0876, CN0901, CN0913, CN0914: Added for the reporting of "Non-applicable".
  • CN0592: Removed due to redundancy with completeness checks.

3. Consistency Checks

These checks ensure that the values reported for data attributes are logically consistent with each other and with the AnaCredit data model.

• Purpose: Verify that the values reported for attributes are consistent based on their relational interconnectedness.

• Key Considerations:

  • Some checks are only executed if data submissions for different reference dates are available.
  • "Non-applicable" values are considered relevant for consistency, such as settlement dates only being reported when funds have been disbursed.
  • These checks are based on the AnaCredit Regulation and the AnaCredit Manual.

• Examples:

  • CN0650, CN0802, CN0808, CN0812, CN0813: Adjusted based on AnaCredit Q&As.
  • CN0842: Removed due to inconsistency.
  • CN0913: Removed due to inconsistency and redundancy.

Key Information

• Validation Identifier: Each check has a unique code to facilitate transparency and communication.
• Definition: Each check is defined using logical steps and operators such as EXISTS IN, IN, NOT IN, and WHERE.
• Description: Provides a rationale for the check in common language, linking it to the AnaCredit Regulation and Manual.
• Scope: Validation checks are based on the AnaCredit data model and may vary depending on the NCB's national derogations.
• Implementation: Some checks are executed quarterly or based on the availability of specific datasets.

Summary of Changes

• Version 1.2:
  • Removed several consistency checks due to inconsistencies or redundancy.
  • Adjusted specific checks (e.g., CN0650, CN0802, CN0808, CN0812, CN0813) according to AnaCredit Q&As.
  • Removed CN0842, CN0913, CN0540, CN0550, and CN0829.
  • Updated descriptions and logical expressions for improved clarity and readability.

Conclusion

The AnaCredit Validation Checks are essential for ensuring the accuracy, completeness, and consistency of data reported to AnaCredit. These checks are aligned with the AnaCredit Regulation and Reporting Manual and are designed to support the data model. NCBs may implement additional checks or apply derogations as specified in the Regulation. The checks are structured to reflect the logical relationships between datasets and attributes, and they are continuously refined to address exceptions and inconsistencies.